CME Canadian Dollar Future March 2016


Trading Metrics calculated at close of trading on 23-Jul-2015
Day Change Summary
Previous Current
22-Jul-2015 23-Jul-2015 Change Change % Previous Week
Open 0.7668 0.7673 0.0005 0.1% 0.7813
High 0.7713 0.7704 -0.0009 -0.1% 0.7838
Low 0.7664 0.7664 0.0000 0.0% 0.7690
Close 0.7669 0.7664 -0.0005 -0.1% 0.7690
Range 0.0049 0.0040 -0.0009 -18.4% 0.0148
ATR 0.0038 0.0038 0.0000 0.5% 0.0000
Volume 51 3 -48 -94.1% 39
Daily Pivots for day following 23-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7797 0.7771 0.7686
R3 0.7757 0.7731 0.7675
R2 0.7717 0.7717 0.7671
R1 0.7691 0.7691 0.7668 0.7684
PP 0.7677 0.7677 0.7677 0.7674
S1 0.7651 0.7651 0.7660 0.7644
S2 0.7637 0.7637 0.7657
S3 0.7597 0.7611 0.7653
S4 0.7557 0.7571 0.7642
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8183 0.8085 0.7771
R3 0.8035 0.7937 0.7731
R2 0.7887 0.7887 0.7717
R1 0.7789 0.7789 0.7704 0.7764
PP 0.7739 0.7739 0.7739 0.7727
S1 0.7641 0.7641 0.7676 0.7616
S2 0.7591 0.7591 0.7663
S3 0.7443 0.7493 0.7649
S4 0.7295 0.7345 0.7609
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7724 0.7664 0.0060 0.8% 0.0024 0.3% 0% False True 10
10 0.7864 0.7664 0.0200 2.6% 0.0035 0.5% 0% False True 9
20 0.8094 0.7664 0.0430 5.6% 0.0026 0.3% 0% False True 15
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7874
2.618 0.7809
1.618 0.7769
1.000 0.7744
0.618 0.7729
HIGH 0.7704
0.618 0.7689
0.500 0.7684
0.382 0.7679
LOW 0.7664
0.618 0.7639
1.000 0.7624
1.618 0.7599
2.618 0.7559
4.250 0.7494
Fisher Pivots for day following 23-Jul-2015
Pivot 1 day 3 day
R1 0.7684 0.7694
PP 0.7677 0.7684
S1 0.7671 0.7674

These figures are updated between 7pm and 10pm EST after a trading day.

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